issues fixed income prop traders are looking at right now...

vinceNJ · Post by **vinceNJ** » Wed Jan 09, 2008 6:17 pm

Hi there. I'm trying to put together ideas for an internship in fixed income prop trading -- I'm trying very hard to get one -- and it would be great if some of you in the industry could tell me what strategies /trades/quant issues prop traders are most likely focusing on in the current environment... or is there any recent article that would help me get a better sense. that'd be great. thanks

ynot · Post by **ynot** » Wed Jan 09, 2008 7:25 pm

Sorry I can't help: right now our fixed income prop traders are looking at the latest FHM and GQ issues.

vinceNJ · Post by **vinceNJ** » Wed Jan 09, 2008 7:51 pm

lol. well, i'm sure that matters too.

tabris · Post by **tabris** » Wed Jan 09, 2008 10:30 pm

out of most of the prop guys I know, seems like the only interns they want are people to deal with the admin stuff...

you might have better luck at interning for a HF if you are looking to do a project for them

jungle · Post by **jungle** » Thu Jan 10, 2008 12:02 am

Based on what fixed income strategy desks are putting out...

Themes - steepeners in USD, GBP, x-mkt monpol divergence trades, e.g. flatteners in EUR vs. steepeners in GBP.

Strategies - trying to put steepeners on at advantageous levels, so forward rather than spot starting, conditional steepeners.

HTH.

Skillionaire · Post by **Skillionaire** » Thu Jan 10, 2008 1:35 am

Vince, I've got the Barclays 2008 CDS Curve Trading Handbook which I think you'd find useful (talks about roughly what Jungle was getting at but in more detail).

Email me if you're interested (in profile).